+2,013.4%
SPGI vs CVE
+67.4%
+1,946.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.6% | +11.0% | +4.6% |
| 7D | +7.2% | -12.1% | +19.3% | +9.3% |
| 30D | +23.2% | -9.8% | +33.0% | +25.0% |
| 3M | +17.0% | -0.7% | +17.7% | +16.6% |
| 6M | +20.4% | -4.3% | +24.7% | +20.1% |
| YTD | -1.9% | +70.6% | -72.5% | -11.9% |
| 1Y | +2.9% | +73.2% | -70.3% | -7.9% |
| 3Y | +36.2% | +60.3% | -24.1% | +21.0% |
| 5Y | +14.8% | +159.3% | -144.5% | -9.7% |
| 10Y | +355.1% | +147.4% | +207.6% | +203.6% |
| All | +2,013.4% | +67.4% | +1,946.1% | +1,408.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling